-65.0%
PINS vs AUR
-36.6%
-28.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.3% | -2.5% | -2.2% |
| 7D | -12.0% | +8.7% | -20.8% | -13.5% |
| 30D | -12.7% | -5.2% | -7.4% | -12.1% |
| 3M | -5.5% | -7.3% | +1.8% | -4.9% |
| 6M | +5.3% | +41.2% | -35.9% | -3.6% |
| YTD | -21.2% | +65.1% | -86.3% | -30.6% |
| 1Y | -45.0% | +13.4% | -58.5% | -48.2% |
| 3Y | -26.2% | +98.1% | -124.3% | -48.0% |
| 5Y | -64.0% | -36.0% | -27.9% | -73.3% |
| All | -65.0% | -36.6% | -28.4% | -73.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded AUR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling